My ultimate aim is to be able to do a Ekion Python API query like this
df_ric, err = ek.get_data(RIC_List,
['TR.PriceClose','TRDPRC_1'],)
Where RIC_List has 1800 elements, 99% of which are RICs in string format and the remaining 1% are not RICs and need to be skipped automatically. (Querying each element using a "try" function takes too long, so I hope the 1 big query is faster).
My thoughts are to do this in two steps
1. Feed the list into 1 Reuters Ekion Python API query that returns if each element in the list is in fact a RIC, with the output being a smaller list "RIC_List2" with only RICs.
2. Feed "RIC_List2" into the initial code written above to get all the data i need.
Please let me know if it is possible to do something like (1.) or any other ideas
to put in another way I would want something like
test_list= [[nan],'ASML.AS','adjfoi;dsa','NOVN.S']
to eventually return
Instrument Price Close TRDPRC_1
0 ASML.AS 547.1 554.6
1 NOVN.S 91.94 88.09
(04/10/2023, 13:55 UK Time)
Thanks in advance